Sistemas en el WTI
Fuerte caída de la cotización en el wti y con ello nos ha llevado nuestra rentabilidad abajo.
Esperamos remontar
Strategy ------------------ ------------------ Start Period 2000-10-18 End Period 2020-02-03 Risk-Free Rate 0.0% Time in Market 54.0% Cumulative Return 12,173,479,434.90% CAGR% 162.29% Sharpe 1.61 Sortino 2.91 Max Drawdown -56.57% Longest DD Days 303 Payoff Ratio 1.35 Profit Factor 1.52 Common Sense Ratio 2.24 CPC Index 1.09 Tail Ratio 1.47 Outlier Win Ratio 9.7 Outlier Loss Ratio 3.11 MTD 0.0% 3M -17.7% 6M -20.51% YTD -31.83% 1Y 51.37% 3Y (ann.) 59.11% 5Y (ann.) 149.0% 10Y (ann.) 155.53% All-time (ann.) 162.29% Avg. Drawdown -10.5% Avg. Drawdown Days 25 Recovery Factor 215206847.09 Ulcer Index inf
Strategy ------------------ ----------------- Start Period 2000-10-18 End Period 2020-02-03 Risk-Free Rate 0.0% Time in Market 40.0% Cumulative Return 4,094,495,353.70% CAGR% 147.9% Sharpe 1.56 Sortino 2.9 Max Drawdown -62.76% Longest DD Days 499 Payoff Ratio 1.35 Profit Factor 1.61 Common Sense Ratio 2.44 CPC Index 1.18 Tail Ratio 1.52 Outlier Win Ratio 12.44 Outlier Loss Ratio 2.84 MTD 0.0% 3M -17.7% 6M -9.93% YTD -31.83% 1Y 16.27% 3Y (ann.) 35.41% 5Y (ann.) 94.79% 10Y (ann.) 103.49% All-time (ann.) 147.9% Avg. Drawdown -10.78% Avg. Drawdown Days 30 Recovery Factor 65235861.3 Ulcer Index inf
1 Comentarios
Muchas gracias valeria se nota el nivel avanzado. Cuando tenga esas dudas ire a ese chat para poder aclararlas
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